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Calibrating emergent phenomena in stock markets with agent based models
Since the 2008 financial crisis, agent-based models (ABMs), which account for out-of-equilibrium dynamics, heterogeneous preferences, time horizons and strategies, have often been envisioned as the new frontier that could revolutionise and displace the more standard models and tools in economics. Ho...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Public Library of Science
2018
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5834198/ https://www.ncbi.nlm.nih.gov/pubmed/29499049 http://dx.doi.org/10.1371/journal.pone.0193290 |